+240.4%
TPR vs AWK
-15.4%
+255.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -2.3% | +1.7% | -4.0% | -2.5% |
| 30D | -23.0% | +5.6% | -28.5% | -23.5% |
| 3M | -12.5% | +15.9% | -28.3% | -14.3% |
| 6M | -21.4% | +4.6% | -26.0% | -22.0% |
| YTD | -3.5% | +10.1% | -13.6% | -5.1% |
| 1Y | +17.4% | +2.1% | +15.3% | +16.6% |
| 3Y | +291.3% | +9.8% | +281.4% | +271.7% |
| All | +240.4% | -15.4% | +255.8% | +207.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling